人民币汇率的变动对安徽省经济影响的研究

发布时间：2019-05-20 18:53

【摘要】：随着经济全球化、区域经济一体化的不断加快,各国和地区之间的经济贸易联系也越来越密切。汇率作为一国进行国际经济贸易活动综合性的价格指标,在国际金融与国际贸易活动中执行着价格转化职能,是国际价格与国内价格联系的桥梁,对国际贸易的货物和劳务之间相对价格的换算起决定作用,从而成为影响一国或地区经济贸易发展的重要因素,其变动必然会对一国对外贸易的平衡和经济发展产生深刻的影响。自2001年我国加入世界贸易组织之后,我国与世界经济的融合性也越来越强,人民币汇率变动对我国经济运行的影响越发显著和复杂,因此,汇率变动对一国或地区经济的影响也受到各界关注和重视。近年来,在我国外向型经济程度不断增大以及中部崛起的背景下,作为农产品,纺织品,汽车及零部件以及高新技术产品为主要出口商品的中部省份,安徽参与国际经济贸易活动日渐频繁,安徽经济的外向型程度也在不断提高。因此,人民币汇率的变动对安徽经济的影响也将越来越大。本文立足于安徽省的具体经济发展情况,以外商直接投资、进出口贸易以及地区生产总值作为纽带,采用理论分析和实证分析相结合的方法研究人民币实际有效汇率的变动对安徽经济发展的影响。文章总共分为五个部分,第一部分：绪论。通过阅读国内外大量文献和著作,综合概述汇率的变化对进出口贸易以及外商直接投资的影响。第二部分从理论出发,阐述了人民币汇率的相关基本概念,并总结了我国人民币汇率体制的发展历程。第三部分,从理论上分析人民币汇率的变动对安徽省经济的影响。本章主要讲述了安徽省近年来的经济发展现状,重点阐述了汇率影响经济增长的两个传导路径,即一方面汇率通过影响经常项目下的进出口贸易进而影响经济增长,另一方面汇率通过影响资本金融项目下的外商直接投资进而影响经济增长。第四部分以相关的宏观经济数据作为基础,运用计量经济学中的单位根检验、协整分析、格兰杰因果检验以及方差分解分析等方法来分别探讨人民币汇率的变化对安徽省对外贸易收支、安徽省外商直接投资以及安徽经济总量的影响。实证结果显示人民币实际有效汇率变动与安徽省对外贸易收支、安徽省外商直接投资以及安徽经济总量之间均存在长期均衡的稳定关系。人民币汇率的变动对安徽省各个经济指标有显著的影响。人民币实际有效汇率水平的上升或实际有效汇率波动的增加不仅不利于安徽省对外贸易的发展,而且也不利于安徽省引进外资。因此,从总体上也会对安徽经济产生负面效应。第五部分对实证研究的结论进行了总结,并为安徽省经济结构的调整、产业结构的优化升级以及汇率风险的防范提出针对性的建议和政策。
[Abstract]:With the globalization of economy and the acceleration of regional economic integration, the economic and trade relations between countries and regions are getting closer and closer. Exchange rate, as a comprehensive price index for a country to carry out international economic and trade activities, performs the function of price transformation in international finance and international trade activities, and is a bridge between international price and domestic price. Plays a decisive role in the conversion of the relative prices of goods and services in international trade, thus becoming an important factor affecting the economic and trade development of a country or a region, Its changes will inevitably have a profound impact on the balance of a country's foreign trade and economic development. Since China's accession to the World Trade Organization in 2001, the integration of China and the world economy has become stronger and stronger, and the impact of RMB exchange rate changes on China's economic operation has become more and more significant and complex. Therefore, The impact of exchange rate changes on a country or regional economy has also been concerned and valued by all walks of life. In recent years, under the background of the increasing degree of export-oriented economy and the rise of central China, as agricultural products, textiles, cars and parts, as well as high-tech products as the main export commodities in the central provinces, Anhui participates in international economic and trade activities more and more frequently, and the export-oriented degree of Anhui economy is also increasing. Therefore, the change of RMB exchange rate will have a greater and greater impact on Anhui economy. Based on the specific economic development of Anhui Province, this paper takes foreign direct investment, import and export trade and regional gross domestic product as the link. The influence of the change of RMB real effective exchange rate on Anhui's economic development is studied by means of theoretical analysis and empirical analysis. The article is divided into five parts, the first part: introduction. Through reading a large number of domestic and foreign literature and works, this paper comprehensively summarizes the impact of exchange rate changes on import and export trade and foreign direct investment. The second part expounds the basic concepts of RMB exchange rate from the theory, and summarizes the development course of RMB exchange rate system in China. The third part, theoretically analyzes the impact of RMB exchange rate changes on the economy of Anhui Province. This chapter mainly describes the current situation of economic development in Anhui Province in recent years, focusing on the two transmission paths of exchange rate affecting economic growth, that is, on the one hand, the exchange rate affects economic growth by affecting import and export trade under the current account. On the other hand, the exchange rate affects the economic growth by affecting the foreign direct investment under the capital financial account. The fourth part is based on the relevant macroeconomic data, using the unit root test and cointegration analysis in econometrics. Granger causality test and variance decomposition analysis are used to explore the influence of RMB exchange rate on Anhui's foreign trade income and expenditure, Anhui's foreign direct investment and Anhui's total economic volume. The empirical results show that there is a long-term balanced and stable relationship between the real effective exchange rate of RMB and the foreign trade income and expenditure of Anhui Province, foreign direct investment in Anhui Province and the total economic volume of Anhui Province. The change of RMB exchange rate has a significant impact on various economic indicators in Anhui Province. The rise of the real effective exchange rate of RMB or the increase of the fluctuation of the real effective exchange rate is not only not conducive to the development of foreign trade in Anhui Province, but also unfavorable to the introduction of foreign capital in Anhui Province. Therefore, on the whole, it will also have a negative effect on Anhui economy. The fifth part summarizes the conclusions of the empirical study, and puts forward targeted suggestions and policies for the adjustment of economic structure, the optimization and upgrading of industrial structure and the prevention of exchange rate risk in Anhui Province.
【学位授予单位】：安徽大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F127;F832.6

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